Zoe Slattery posted a step by step tutorial on IBM developerworks with instructions for building PHP6 and PHP5 for windows. Certainly the steps are more easy for *nix users, but for windows you can download the requirements, customize the build environment, and then build your PHP. I had almost same problems with Zoe, since we usually build PHP on *nix systems and in most cases all requirements already exists. You can also read the PHP Manual section on windows building, there is also a good tutorial by Elizabeth Smith to compile PHP5.2 and GTK2 on windows using Visual C express.